LENGHT SELECTION: Estimation sample VAR

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sofp
Posts: 13
Joined: Mon Jul 04, 2016 2:48 pm

LENGHT SELECTION: Estimation sample VAR

Postby sofp » Mon Jul 04, 2016 2:59 pm

Hi,
I am trying to estimate the optimal lag length in a VAR estimation. However, when I open the lag length window I don't understand how is expressed the estimation sample. I would like to input as estimation sample 1985q1 2016q1, the problem is that when I write those dates in the estimation sample box and press ok EViews tells me that this date expression is "illegal". And when I click on lag length this is what comes out in the estimation sample box:

VAR Type:

unrestricted VAR
Vector Errror Correction
Bayesian VAR

Estimation sample :
1 125


Lag intervals for Endogenous:
1 2

Endogenous Variables:

Exogenous Variables:
c

Could you please help me to figure it out what does it mean and how I have to write the estimation period?
Thank you.
Attachments
VAR Specification.tiff
VAR Specification.tiff (28.21 KiB) Viewed 5323 times
Last edited by sofp on Tue Jul 05, 2016 12:21 am, edited 2 times in total.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13583
Joined: Tue Sep 16, 2008 5:38 pm

Re: LENGHT SELECTION: Estimation sample VAR

Postby EViews Gareth » Mon Jul 04, 2016 7:28 pm

We cannot see the attachment.

sofp
Posts: 13
Joined: Mon Jul 04, 2016 2:48 pm

Re: LENGHT SELECTION: Estimation sample VAR

Postby sofp » Mon Jul 04, 2016 11:29 pm

VAR Type:

unrestricted VAR
Vector Errror Correction
Bayesian VAR

Estimation sample :
1 125



Lag intervals for Endogenous:
1 2

Endogenous Variables:

Exogenous Variables:
c

Thank you.
Attachments
VAR Specification.tiff
VAR Specification.tiff (28.21 KiB) Viewed 5307 times

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13583
Joined: Tue Sep 16, 2008 5:38 pm

Re: LENGHT SELECTION: Estimation sample VAR

Postby EViews Gareth » Tue Jul 05, 2016 8:21 am

Looks like your workfile is not dated. You need to structure your workfile as dated before you can use dates in a sample. From the workfile click on Proc->Reshape/Restructure current page.

sofp
Posts: 13
Joined: Mon Jul 04, 2016 2:48 pm

Re: LENGHT SELECTION: Estimation sample VAR

Postby sofp » Wed Jul 06, 2016 1:21 pm

Thank you I have fixed the problem as you suggested


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